Login
market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 292,498 CHF | 98,499 CHF | 98.86% | 98.86% |
| 19/11/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 292,514 CHF | 98,505 CHF | 90.63% | 90.63% |
| 18/11/2024 | 1.05% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 283,311 CHF | 95,437 CHF | 96.73% | 96.73% |
| 15/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 285,478 CHF | 96,160 CHF | 98.35% | 98.35% |
| 14/11/2024 | 0.99% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 302,637 CHF | 101,879 CHF | 98.89% | 98.89% |
| 13/11/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 310,211 CHF | 104,404 CHF | 96.35% | 96.35% |
| 12/11/2024 | 1.04% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 285,689 CHF | 96,230 CHF | 96.19% | 96.19% |
| 11/11/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 277,505 CHF | 93,502 CHF | 98.71% | 98.71% |
| 08/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 283,654 CHF | 95,552 CHF | 98.86% | 98.86% |
| 07/11/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 287,982 CHF | 96,994 CHF | 98.19% | 98.19% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)